Hello everyone, I have some questions concerning the implementation of pymc3 in statistical forecasting and numerical integration. Here is the problem: I want to construct a hierarchical model with Chinese provinces as different levels, and also with some numerical integration during the modeling p…

Thanks. I have been recently reading about the integrating codes in Custom theano Op to do numerical integration . I try to embed the codes with the above model where: func = pm.math.exp(-(beta*(t - t0))**2) integrate = Integrate(func, t, beta, t0) integral_results= integrate(start, stop, beta, t…

Using Pymc3 to do forecasting and numerical integration

Questions

Antonio_Lam May 5, 2020, 3:21pm 12

Found great solution here: PyMC3 : Using a parameter as a limit of integral

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Using Pymc3 to do forecasting and numerical integration

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